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多项动态混合 Logit 模型中的统计推断AI 解读

In this paper we propose a general multinomial dynamic mixed logits model which explains how a multinomial/categorical response at a given time can be affected by (1) an individual’s categorical fixed covariates, (2) certain category prone random effects, and (3) an individual’s past multinomial responses. This model may be considered as a generalization of the (a) existing multinomial dynamic fixed models to the mixed model setup with category prone random effects; or (b)…

两阶段整群抽样回归分析中的广义最小二乘 F 检验AI 解读

When data are obtained by two-stage cluster sampling, serious problems can arise if conventional methods that ignore the intracluster correlations are used. Wu, Holt, and Holmes showed that the standard F statistic in regression analysis leads to inflated type I error rate (or size) due to correlated errors in the regression model appropriate for clustered data. They proposed a simple correction to the standard F statistic that takes into account common intracluster…

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马尔可夫相依伯努利试验的比例检验AI 解读

For testing stationary state distribution of positive recurrent Markov dependent Bernoulli trials, Tavaré & Altham (1983) proposed a scale-corrected statistic, XXTA2 which has a X2 limiting distribution. In this paper, we establish the asymptotic optimality of XXTA2 by showing that it is asymptotically equivalent to the optimal test XXTA2 obtained under the modified likelihood approach of Billingsley (1961). Some simulation results are also given to examine finite sample…

马尔可夫依赖伯努利试验的比例检验AI 解读

For testing stationary state distribution of positive recurrent Markov dependent Bernoulli trials, Tavaré & Altham (1983) proposed a scale-corrected statistic, XXTA2 which has a X2 limiting distribution. In this paper, we establish the asymptotic optimality of XXTA2 by showing that it is asymptotically equivalent to the optimal test XXTA2 obtained under the modified likelihood approach of Billingsley (1961). Some simulation results are also given to examine finite sample…